CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1152 |
1.1244 |
0.0092 |
0.8% |
1.1571 |
| High |
1.1300 |
1.1428 |
0.0128 |
1.1% |
1.1683 |
| Low |
1.1102 |
1.1229 |
0.0127 |
1.1% |
1.1119 |
| Close |
1.1272 |
1.1380 |
0.0108 |
1.0% |
1.1251 |
| Range |
0.0198 |
0.0199 |
0.0001 |
0.5% |
0.0564 |
| ATR |
0.0143 |
0.0147 |
0.0004 |
2.8% |
0.0000 |
| Volume |
219,755 |
302,009 |
82,254 |
37.4% |
1,321,232 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1943 |
1.1860 |
1.1489 |
|
| R3 |
1.1744 |
1.1661 |
1.1435 |
|
| R2 |
1.1545 |
1.1545 |
1.1416 |
|
| R1 |
1.1462 |
1.1462 |
1.1398 |
1.1504 |
| PP |
1.1346 |
1.1346 |
1.1346 |
1.1366 |
| S1 |
1.1263 |
1.1263 |
1.1362 |
1.1305 |
| S2 |
1.1147 |
1.1147 |
1.1344 |
|
| S3 |
1.0948 |
1.1064 |
1.1325 |
|
| S4 |
1.0749 |
1.0865 |
1.1271 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3043 |
1.2711 |
1.1561 |
|
| R3 |
1.2479 |
1.2147 |
1.1406 |
|
| R2 |
1.1915 |
1.1915 |
1.1354 |
|
| R1 |
1.1583 |
1.1583 |
1.1303 |
1.1467 |
| PP |
1.1351 |
1.1351 |
1.1351 |
1.1293 |
| S1 |
1.1019 |
1.1019 |
1.1199 |
1.0903 |
| S2 |
1.0787 |
1.0787 |
1.1148 |
|
| S3 |
1.0223 |
1.0455 |
1.1096 |
|
| S4 |
0.9659 |
0.9891 |
1.0941 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1683 |
1.1102 |
0.0581 |
5.1% |
0.0228 |
2.0% |
48% |
False |
False |
313,146 |
| 10 |
1.1866 |
1.1102 |
0.0764 |
6.7% |
0.0188 |
1.7% |
36% |
False |
False |
327,168 |
| 20 |
1.2230 |
1.1102 |
0.1128 |
9.9% |
0.0137 |
1.2% |
25% |
False |
False |
258,900 |
| 40 |
1.2579 |
1.1102 |
0.1477 |
13.0% |
0.0120 |
1.1% |
19% |
False |
False |
189,948 |
| 60 |
1.2649 |
1.1102 |
0.1547 |
13.6% |
0.0114 |
1.0% |
18% |
False |
False |
127,420 |
| 80 |
1.2896 |
1.1102 |
0.1794 |
15.8% |
0.0114 |
1.0% |
15% |
False |
False |
95,798 |
| 100 |
1.3170 |
1.1102 |
0.2068 |
18.2% |
0.0107 |
0.9% |
13% |
False |
False |
76,719 |
| 120 |
1.3436 |
1.1102 |
0.2334 |
20.5% |
0.0095 |
0.8% |
12% |
False |
False |
63,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2274 |
|
2.618 |
1.1949 |
|
1.618 |
1.1750 |
|
1.000 |
1.1627 |
|
0.618 |
1.1551 |
|
HIGH |
1.1428 |
|
0.618 |
1.1352 |
|
0.500 |
1.1329 |
|
0.382 |
1.1305 |
|
LOW |
1.1229 |
|
0.618 |
1.1106 |
|
1.000 |
1.1030 |
|
1.618 |
1.0907 |
|
2.618 |
1.0708 |
|
4.250 |
1.0383 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1363 |
1.1342 |
| PP |
1.1346 |
1.1303 |
| S1 |
1.1329 |
1.1265 |
|